Institute of Information Theory and Automation

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M. Kudrna

  1. Kudrna M., Vajda Igor :  On log-optimal and Sharpe-Markowitz investment portfolios , Prague Stochastics '98. Proceedings, p. 331-336 , Eds: Hušková M., Lachout P., Víšek J. Á., JČMF, (Praha 1998) , Prague Stochastics '98, (Praha, CZ, 23.08.1998-..1998) [1998]
2019-01-07 08:39
Institute of Information Theory and Automation